Dynamic adaptive multiple tests with finite sample FDR control
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Abstract: The present paper introduces new adaptive multiple tests which rely on the estimation of the number of true null hypotheses and which control the false discovery rate (FDR) at level alpha for finite sample size. We derive exact formulas for the FDR for a large class of adaptive multiple tests which apply to a new class of testing procedures. In the following, generalized Storey estimators and weighted versions are introduced and it turns out that the corresponding adaptive step up and step down tests control the FDR. The present results also include particular dynamic adaptive step wise tests which use a data dependent weighting of the new generalized Storey estimators. In addition, a converse of the Benjamini Hochberg (1995) theorem is given. The Benjamini Hochberg (1995) test is the only "distribution free" step up test with FDR independent of the distribution of the p-values of false null hypotheses.
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Cites work
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
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Cited in
(9)- On the usage of randomized p-values in the Schweder-Spjøtvoll estimator
- Variability and stability of the false discovery proportion
- Multiple testing with the structure-adaptive Benjamini-Hochberg algorithm
- Dynamic adaptive procedures that control the false discovery rate
- New FDR bounds for discrete and heterogeneous tests
- False discovery rate envelopes
- Minimally adaptive BH: a tiny but uniform improvement of the procedure of Benjamini and Hochberg
- The false discovery rate (FDR) of multiple tests in a class room lecture
- Inequalities for the false discovery rate (FDR) under dependence
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